Diagnosing pulmonary diseases requires integrating heterogeneous evidence amid phenotypic variability and cross-disease overlap. Although large language models (LLMs) have shown progress on pulmonary knowledge question answering (QA) and information-processing tasks, reliable pulmonary diagnosis requires patient-specific, relation-aware reasoning over electronic medical record (EMR) evidence rather than isolated knowledge recall. We define this gap between pulmonary knowledge and case-level diagnostic reasoning as the Pulmonary Knowledge-to-Diagnosis Gap. To address it, we introduce LungKG, the first structured pulmonary knowledge graph for diagnostic knowledge organization and record-grounded reasoning. LungKG contains 59,038 nodes and 164,308 edges across 15 entity types and 112 relation types, serving as both a reusable pulmonary knowledge resource and the foundation for LungKG-guided model adaptation. Built on LungKG, we propose Lung-R1, a LungKG-guided pulmonary LLM trained through KG-constrained reasoning-chain construction and KG-guided reinforcement learning. In a 20-system evaluation, Lung-R1-14B achieves state-of-the-art performance across Choice, Pulmonary-QA, and EMR Diagnosis, reaching an EMR Diagnosis score of 4.3583 and surpassing the strongest non-Lung-R1 baseline by 0.1476 points. These results demonstrate the value of LungKG-guided training for EMR-based pulmonary diagnosis.